NYMEX Natural Gas Future November 2016
| Trading Metrics calculated at close of trading on 17-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2016 |
17-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
3.345 |
3.260 |
-0.085 |
-2.5% |
3.194 |
| High |
3.362 |
3.271 |
-0.091 |
-2.7% |
3.366 |
| Low |
3.264 |
3.211 |
-0.053 |
-1.6% |
3.154 |
| Close |
3.285 |
3.244 |
-0.041 |
-1.2% |
3.285 |
| Range |
0.098 |
0.060 |
-0.038 |
-38.8% |
0.212 |
| ATR |
0.117 |
0.114 |
-0.003 |
-2.6% |
0.000 |
| Volume |
166,446 |
128,893 |
-37,553 |
-22.6% |
998,111 |
|
| Daily Pivots for day following 17-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.422 |
3.393 |
3.277 |
|
| R3 |
3.362 |
3.333 |
3.261 |
|
| R2 |
3.302 |
3.302 |
3.255 |
|
| R1 |
3.273 |
3.273 |
3.250 |
3.258 |
| PP |
3.242 |
3.242 |
3.242 |
3.234 |
| S1 |
3.213 |
3.213 |
3.239 |
3.198 |
| S2 |
3.182 |
3.182 |
3.233 |
|
| S3 |
3.122 |
3.153 |
3.228 |
|
| S4 |
3.062 |
3.093 |
3.211 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.904 |
3.807 |
3.402 |
|
| R3 |
3.692 |
3.595 |
3.343 |
|
| R2 |
3.480 |
3.480 |
3.324 |
|
| R1 |
3.383 |
3.383 |
3.304 |
3.432 |
| PP |
3.268 |
3.268 |
3.268 |
3.293 |
| S1 |
3.171 |
3.171 |
3.266 |
3.220 |
| S2 |
3.056 |
3.056 |
3.246 |
|
| S3 |
2.844 |
2.959 |
3.227 |
|
| S4 |
2.632 |
2.747 |
3.168 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.366 |
3.164 |
0.202 |
6.2% |
0.105 |
3.2% |
40% |
False |
False |
184,529 |
| 10 |
3.366 |
2.878 |
0.488 |
15.0% |
0.121 |
3.7% |
75% |
False |
False |
192,951 |
| 20 |
3.366 |
2.771 |
0.595 |
18.3% |
0.105 |
3.2% |
79% |
False |
False |
153,408 |
| 40 |
3.366 |
2.771 |
0.595 |
18.3% |
0.096 |
3.0% |
79% |
False |
False |
109,832 |
| 60 |
3.366 |
2.767 |
0.599 |
18.5% |
0.091 |
2.8% |
80% |
False |
False |
88,041 |
| 80 |
3.366 |
2.767 |
0.599 |
18.5% |
0.090 |
2.8% |
80% |
False |
False |
71,451 |
| 100 |
3.366 |
2.622 |
0.744 |
22.9% |
0.085 |
2.6% |
84% |
False |
False |
60,385 |
| 120 |
3.366 |
2.460 |
0.906 |
27.9% |
0.080 |
2.5% |
87% |
False |
False |
51,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.526 |
|
2.618 |
3.428 |
|
1.618 |
3.368 |
|
1.000 |
3.331 |
|
0.618 |
3.308 |
|
HIGH |
3.271 |
|
0.618 |
3.248 |
|
0.500 |
3.241 |
|
0.382 |
3.234 |
|
LOW |
3.211 |
|
0.618 |
3.174 |
|
1.000 |
3.151 |
|
1.618 |
3.114 |
|
2.618 |
3.054 |
|
4.250 |
2.956 |
|
|
| Fisher Pivots for day following 17-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
3.243 |
3.265 |
| PP |
3.242 |
3.258 |
| S1 |
3.241 |
3.251 |
|